+59.4%
FDX vs PPG
-16.1%
+75.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.8% | -0.2% |
| 7D | -2.3% | -3.7% | +1.4% | -0.2% |
| 30D | -4.9% | -7.2% | +2.3% | -0.7% |
| 3M | -6.5% | -7.3% | +0.9% | -3.0% |
| 6M | +6.7% | +0.3% | +6.4% | +4.9% |
| YTD | +33.9% | +6.5% | +27.3% | +25.7% |
| 1Y | +72.2% | +0.5% | +71.6% | +67.3% |
| All | +59.4% | -16.1% | +75.4% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling